+106.7%
GLDM vs RCAT
+270.1%
-163.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.9% | +15.7% | +1.2% |
| 7D | +1.9% | -32.6% | +34.5% | +2.8% |
| 30D | -1.7% | -46.3% | +44.6% | -0.2% |
| 3M | -3.5% | -60.7% | +57.1% | -1.5% |
| 6M | -10.1% | -67.4% | +57.3% | -7.9% |
| YTD | -5.0% | -57.1% | +52.0% | -3.0% |
| 1Y | +2.8% | -63.8% | +66.6% | +5.0% |
| All | +106.7% | +270.1% | -163.4% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling